{
 "close_date": "2026-10-28",
 "lambda": 0.4,
 "groups": [
  {
   "name": "EGYPT",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 19,
   "k": 3,
   "beta": [
    0.11840483,
    -0.04340449,
    -0.0508965
   ],
   "rmse_bp": 31.5,
   "t_min": 0.26,
   "t_max": 34.305,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "SOUTH AFRICA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 16,
   "k": 3,
   "beta": [
    0.0950606,
    -0.02877237,
    -0.08103844
   ],
   "rmse_bp": 18.8,
   "t_min": 0.914,
   "t_max": 29.12,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "NIGERIA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 15,
   "k": 3,
   "beta": [
    0.09639999,
    -0.04413202,
    -0.01234895
   ],
   "rmse_bp": 13.8,
   "t_min": 1.084,
   "t_max": 24.917,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "KENYA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 11,
   "k": 3,
   "beta": [
    0.10333113,
    -0.06476091,
    0.05968274
   ],
   "rmse_bp": 54.4,
   "t_min": 0.564,
   "t_max": 21.336,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "ANGOLA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 9,
   "k": 3,
   "beta": [
    0.11808624,
    -0.07200293,
    0.01931298
   ],
   "rmse_bp": 6.1,
   "t_min": 1.53,
   "t_max": 23.08,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.0885371,
    -0.03661682,
    -0.00968952
   ],
   "rmse_bp": 5.6,
   "t_min": 0.847,
   "t_max": 13.329,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.06631304,
    -0.03195546,
    -0.01498052
   ],
   "rmse_bp": 8.4,
   "t_min": 2.428,
   "t_max": 11.576,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "MOROCCO",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 6,
   "k": 3,
   "beta": [
    0.07612367,
    -0.01892538,
    -0.02910998
   ],
   "rmse_bp": 5.3,
   "t_min": 1.131,
   "t_max": 24.131,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GABON",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.20431451,
    0.01257675,
    -0.26377758
   ],
   "rmse_bp": 18.1,
   "t_min": 1.796,
   "t_max": 6.982,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "IVORY COAST",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 5,
   "k": 3,
   "beta": [
    0.08935279,
    -0.03800933,
    -0.04863847
   ],
   "rmse_bp": 10.2,
   "t_min": 2.399,
   "t_max": 20.399,
   "form": "Nelson-Siegel (level, slope, curvature), fitted to prices"
  },
  {
   "name": "GHANA",
   "currency": "USD",
   "kind": "sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08981431,
    -0.02236972,
    0.0
   ],
   "rmse_bp": 10.8,
   "t_min": 1.432,
   "t_max": 9.683,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "OCP",
   "currency": "USD",
   "kind": "quasi_sovereign",
   "fitted": 4,
   "k": 2,
   "beta": [
    0.08271755,
    -0.03915579,
    0.0
   ],
   "rmse_bp": 6.6,
   "t_min": 4.652,
   "t_max": 27.51,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "AFC",
   "currency": "USD",
   "kind": "supranational",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.06655819,
    -0.00858906,
    0.0
   ],
   "rmse_bp": 1.0,
   "t_min": 1.5,
   "t_max": 4.652,
   "form": "level and slope, fitted to prices"
  },
  {
   "name": "BENIN",
   "currency": "EUR",
   "kind": "sovereign",
   "fitted": 3,
   "k": 2,
   "beta": [
    0.08692245,
    -0.05875111,
    0.0
   ],
   "rmse_bp": 13.1,
   "t_min": 4.227,
   "t_max": 24.227,
   "form": "level and slope, fitted to prices"
  }
 ]
}
